+126.1%
AMD vs TWLO
+61.4%
+64.7%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -3.3% | +9.2% | +6.4% |
| 7D | +44.7% | +5.6% | +39.1% | +43.5% |
| 30D | -3.3% | -24.6% | +21.3% | -0.5% |
| 3M | +21.2% | -14.0% | +35.2% | +23.6% |
| 6M | +30.6% | +10.1% | +20.5% | +31.0% |
| YTD | +173.3% | +49.2% | +124.1% | +156.1% |
| 1Y | +126.1% | +65.2% | +60.8% | +102.9% |
| All | +126.1% | +61.4% | +64.7% | +102.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TWLO.
Daily Out/Under-Performance
Portfolio return minus TWLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TWLO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded TWLO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling